I don't know about this particular situation (NH and MA seem to have expensive power as well), but you can have significantly different costs on one side of the line or the other for regulatory reasons. State regulations can affect the cost of business significantly, and electricity is no exception.
I'm from Nevada. Very aware that California has more regulation (and hence more cost than us), but know little about the regional cost differences between Maine and Massachusetts.
Fascinating. First you NIMBY the power, then you cite the power shortages to NIMBY the data centers. Win. Win.
There's a lot more that contributes to power costs than NIMBYism.
They are very dependent on natural gas and they also heavy environmental protections/pollution regulation that makes it hard to build stuff like pipelines and, hence, makes electricity more expensive compared to states with less environmental protections.